Sampling Covariance Matrix of the Parameter Estimates
Usage
# S3 method for class 'semmcci'
vcov(object, ...)Examples
library(semmcci)
library(lavaan)
# Data ---------------------------------------------------------------------
data("Tal.Or", package = "psych")
df <- mice::ampute(Tal.Or)$amp
# Monte Carlo --------------------------------------------------------------
## Fit Model in lavaan -----------------------------------------------------
model <- "
reaction ~ cp * cond + b * pmi
pmi ~ a * cond
cond ~~ cond
indirect := a * b
direct := cp
total := cp + (a * b)
"
fit <- sem(data = df, model = model, missing = "fiml")
## MC() --------------------------------------------------------------------
unstd <- MC(
fit,
R = 5L # use a large value e.g., 20000L for actual research
)
## Standardized Monte Carlo ------------------------------------------------
std <- MCStd(unstd)
vcov(unstd)
#> cp b a cond~~cond
#> cp 0.189412867 -0.0201661034 -0.105874716 0.0018914450
#> b -0.020166103 0.0051756884 0.010167717 -0.0004900405
#> a -0.105874716 0.0101677167 0.065680362 -0.0025261264
#> cond~~cond 0.001891445 -0.0004900405 -0.002526126 0.0005089558
#> reaction~~reaction 0.024209184 0.0026983297 -0.018252788 0.0010471096
#> pmi~~pmi -0.068116046 -0.0019916138 0.054289178 -0.0043045481
#> reaction~1 -0.001913324 -0.0197407454 0.003057042 0.0028425340
#> pmi~1 0.066445151 0.0038435480 -0.045338160 0.0006196522
#> cond~1 0.012477437 -0.0002641907 -0.008652428 0.0001974369
#> indirect -0.063811737 0.0077592408 0.038664568 -0.0016268499
#> direct 0.189412867 -0.0201661034 -0.105874716 0.0018914450
#> total 0.125601130 -0.0124068625 -0.067210148 0.0002645950
#> reaction~~reaction pmi~~pmi reaction~1 pmi~1
#> cp 0.024209184 -0.068116046 -0.001913324 0.0664451514
#> b 0.002698330 -0.001991614 -0.019740745 0.0038435480
#> a -0.018252788 0.054289178 0.003057042 -0.0453381604
#> cond~~cond 0.001047110 -0.004304548 0.002842534 0.0006196522
#> reaction~~reaction 0.019682414 -0.043110128 -0.036773460 0.0284864684
#> pmi~~pmi -0.043110128 0.104950135 0.058973239 -0.0641536314
#> reaction~1 -0.036773460 0.058973239 0.138838031 -0.0682519208
#> pmi~1 0.028486468 -0.064153631 -0.068251921 0.0657308960
#> cond~1 0.002384292 -0.007091514 -0.004875861 0.0093649318
#> indirect -0.008356950 0.027758168 -0.008376085 -0.0211657205
#> direct 0.024209184 -0.068116046 -0.001913324 0.0664451514
#> total 0.015852234 -0.040357878 -0.010289409 0.0452794309
#> cond~1 indirect direct total
#> cp 0.0124774366 -0.063811737 0.189412867 0.125601130
#> b -0.0002641907 0.007759241 -0.020166103 -0.012406863
#> a -0.0086524280 0.038664568 -0.105874716 -0.067210148
#> cond~~cond 0.0001974369 -0.001626850 0.001891445 0.000264595
#> reaction~~reaction 0.0023842923 -0.008356950 0.024209184 0.015852234
#> pmi~~pmi -0.0070915138 0.027758168 -0.068116046 -0.040357878
#> reaction~1 -0.0048758611 -0.008376085 -0.001913324 -0.010289409
#> pmi~1 0.0093649318 -0.021165720 0.066445151 0.045279431
#> cond~1 0.0019172457 -0.004478658 0.012477437 0.007998779
#> indirect -0.0044786577 0.023663636 -0.063811737 -0.040148101
#> direct 0.0124774366 -0.063811737 0.189412867 0.125601130
#> total 0.0079987789 -0.040148101 0.125601130 0.085453028
vcov(std)
#> cp b a cond~~cond
#> cp 1.861647e-02 -9.938330e-03 -9.484349e-03 -9.430141e-18
#> b -9.938330e-03 6.214770e-03 4.949624e-03 1.554937e-18
#> a -9.484349e-03 4.949624e-03 5.086108e-03 3.144280e-18
#> cond~~cond -9.430141e-18 1.554937e-18 3.144280e-18 4.005934e-32
#> reaction~~reaction 2.599593e-03 -2.200729e-03 -1.183921e-03 1.616947e-18
#> pmi~~pmi 3.742894e-03 -2.006258e-03 -1.974918e-03 -1.260463e-18
#> indirect -6.146878e-03 3.429328e-03 3.192198e-03 1.884175e-18
#> direct 1.861647e-02 -9.938330e-03 -9.484349e-03 -9.430141e-18
#> total 1.246959e-02 -6.509002e-03 -6.292151e-03 -7.545966e-18
#> reaction~~reaction pmi~~pmi indirect direct
#> cp 2.599593e-03 3.742894e-03 -6.146878e-03 1.861647e-02
#> b -2.200729e-03 -2.006258e-03 3.429328e-03 -9.938330e-03
#> a -1.183921e-03 -1.974918e-03 3.192198e-03 -9.484349e-03
#> cond~~cond 1.616947e-18 -1.260463e-18 1.884175e-18 -9.430141e-18
#> reaction~~reaction 1.104786e-03 5.188023e-04 -9.763171e-04 2.599593e-03
#> pmi~~pmi 5.188023e-04 7.724733e-04 -1.259912e-03 3.742894e-03
#> indirect -9.763171e-04 -1.259912e-03 2.079919e-03 -6.146878e-03
#> direct 2.599593e-03 3.742894e-03 -6.146878e-03 1.861647e-02
#> total 1.623276e-03 2.482982e-03 -4.066959e-03 1.246959e-02
#> total
#> cp 1.246959e-02
#> b -6.509002e-03
#> a -6.292151e-03
#> cond~~cond -7.545966e-18
#> reaction~~reaction 1.623276e-03
#> pmi~~pmi 2.482982e-03
#> indirect -4.066959e-03
#> direct 1.246959e-02
#> total 8.402632e-03
# Monte Carlo (Multiple Imputation) ----------------------------------------
## Multiple Imputation -----------------------------------------------------
mi <- mice::mice(
data = df,
print = FALSE,
m = 5L, # use a large value e.g., 100L for actual research,
seed = 42
)
## Fit Model in lavaan -----------------------------------------------------
fit <- sem(data = df, model = model) # use default listwise deletion
## MCMI() ------------------------------------------------------------------
unstd <- MCMI(
fit,
mi = mi,
R = 5L # use a large value e.g., 20000L for actual research
)
## Standardized Monte Carlo ------------------------------------------------
std <- MCStd(unstd)
vcov(unstd)
#> cp b a cond~~cond
#> cp 0.19824306 -0.023224591 -0.058474417 3.854210e-03
#> b -0.02322459 0.007103259 0.007620643 -1.265326e-03
#> a -0.05847442 0.007620643 0.054111301 1.641724e-03
#> cond~~cond 0.00385421 -0.001265326 0.001641724 1.018456e-03
#> reaction~~reaction 0.01339789 -0.011920203 -0.004130997 2.126594e-03
#> pmi~~pmi 0.06673858 -0.001175363 -0.037525098 -6.139089e-06
#> indirect -0.04336124 0.008991951 0.033165032 -2.025588e-04
#> direct 0.19824306 -0.023224591 -0.058474417 3.854210e-03
#> total 0.15488182 -0.014232640 -0.025309385 3.651651e-03
#> reaction~~reaction pmi~~pmi indirect direct
#> cp 0.013397888 6.673858e-02 -0.0433612407 0.19824306
#> b -0.011920203 -1.175363e-03 0.0089919515 -0.02322459
#> a -0.004130997 -3.752510e-02 0.0331650321 -0.05847442
#> cond~~cond 0.002126594 -6.139089e-06 -0.0002025588 0.00385421
#> reaction~~reaction 0.025487169 -1.250844e-02 -0.0112247692 0.01339789
#> pmi~~pmi -0.012508440 4.608694e-02 -0.0193686877 0.06673858
#> indirect -0.011224769 -1.936869e-02 0.0236004884 -0.04336124
#> direct 0.013397888 6.673858e-02 -0.0433612407 0.19824306
#> total 0.002173118 4.736989e-02 -0.0197607523 0.15488182
#> total
#> cp 0.154881818
#> b -0.014232640
#> a -0.025309385
#> cond~~cond 0.003651651
#> reaction~~reaction 0.002173118
#> pmi~~pmi 0.047369889
#> indirect -0.019760752
#> direct 0.154881818
#> total 0.135121066
vcov(std)
#> cp b a cond~~cond
#> cp 1.897379e-02 -5.961969e-03 -7.127563e-03 2.312768e-18
#> b -5.961969e-03 6.523518e-03 1.115276e-03 -5.191728e-18
#> a -7.127563e-03 1.115276e-03 9.961739e-03 -9.254732e-18
#> cond~~cond 2.312768e-18 -5.191728e-18 -9.254732e-18 2.773339e-32
#> reaction~~reaction -3.909791e-03 -3.299018e-03 2.322143e-03 3.886923e-18
#> pmi~~pmi 4.127847e-03 -1.560547e-04 -5.780678e-03 4.633357e-18
#> indirect -4.245427e-03 2.126933e-03 4.504986e-03 -5.274724e-18
#> direct 1.897379e-02 -5.961969e-03 -7.127563e-03 2.312768e-18
#> total 1.472836e-02 -3.835036e-03 -2.622578e-03 -2.961956e-18
#> reaction~~reaction pmi~~pmi indirect direct
#> cp -3.909791e-03 4.127847e-03 -4.245427e-03 1.897379e-02
#> b -3.299018e-03 -1.560547e-04 2.126933e-03 -5.961969e-03
#> a 2.322143e-03 -5.780678e-03 4.504986e-03 -7.127563e-03
#> cond~~cond 3.886923e-18 4.633357e-18 -5.274724e-18 2.312768e-18
#> reaction~~reaction 5.241965e-03 -1.818317e-03 -1.616393e-05 -3.909791e-03
#> pmi~~pmi -1.818317e-03 3.410253e-03 -2.482567e-03 4.127847e-03
#> indirect -1.616393e-05 -2.482567e-03 2.464793e-03 -4.245427e-03
#> direct -3.909791e-03 4.127847e-03 -4.245427e-03 1.897379e-02
#> total -3.925955e-03 1.645280e-03 -1.780634e-03 1.472836e-02
#> total
#> cp 1.472836e-02
#> b -3.835036e-03
#> a -2.622578e-03
#> cond~~cond -2.961956e-18
#> reaction~~reaction -3.925955e-03
#> pmi~~pmi 1.645280e-03
#> indirect -1.780634e-03
#> direct 1.472836e-02
#> total 1.294773e-02